Seth Rollins is talking smack to the crowd, suggesting that they don't actually know who CM Punk is because they should be focused on Dean Ambrose instead. By saying "CM Who??" he's implying that CM Punk isn't even worth mentioning because Dean Ambrose is the real star. He's hyping up his teammate and trying to rile up the crowd by suggesting that Dean Ambrose is the man everyone wants to be, and the man everyone's women want to be with. It's all part of the trash talk and bravado that's common in American wrestling.